Maximum likelihood estimation for Wishart processes (Q326826)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Maximum likelihood estimation for Wishart processes
scientific article

    Statements

    Maximum likelihood estimation for Wishart processes (English)
    0 references
    0 references
    0 references
    0 references
    12 October 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Wishart processes
    0 references
    Laplace transform
    0 references
    parameter inference
    0 references
    maximum likelihood
    0 references
    limit theorems
    0 references
    local asymptotic properties
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references